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FimiRetirementStocksPortfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ADP 11.11%PG 11.11%ABBV 11.11%CVX 11.11%LOW 11.11%PEP 11.11%MRK 11.11%TGT 11.11%XOM 11.11%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.
Healthcare
11.11%
ADP
Automatic Data Processing, Inc.
Industrials
11.11%
CVX
Chevron Corporation
Energy
11.11%
LOW
Lowe's Companies, Inc.
Consumer Cyclical
11.11%
MRK
Merck & Co., Inc.
Healthcare
11.11%
PEP
PepsiCo, Inc.
Consumer Defensive
11.11%
PG
The Procter & Gamble Company
Consumer Defensive
11.11%
TGT
Target Corporation
Consumer Defensive
11.11%
XOM
Exxon Mobil Corporation
Energy
11.11%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FimiRetirementStocksPortfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
2.65%
15.83%
FimiRetirementStocksPortfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns By Period

As of Oct 30, 2024, the FimiRetirementStocksPortfolio returned 13.53% Year-To-Date and 13.58% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
FimiRetirementStocksPortfolio13.53%-1.36%2.65%23.47%15.88%13.58%
ADP
Automatic Data Processing, Inc.
25.66%5.52%20.33%36.31%14.62%15.95%
PG
The Procter & Gamble Company
16.92%-3.11%3.65%14.79%8.75%9.78%
ABBV
AbbVie Inc.
26.73%-1.96%18.50%38.41%24.25%16.31%
CVX
Chevron Corporation
2.81%2.08%-5.93%6.07%9.84%6.62%
LOW
Lowe's Companies, Inc.
20.41%-1.14%16.39%42.75%20.92%18.63%
PEP
PepsiCo, Inc.
0.92%-1.47%-3.30%6.43%7.10%8.83%
MRK
Merck & Co., Inc.
-3.03%-8.76%-18.71%3.70%7.89%9.81%
TGT
Target Corporation
6.18%-4.67%-6.75%40.60%9.21%12.27%
XOM
Exxon Mobil Corporation
20.32%1.26%0.77%14.65%17.36%6.50%

Monthly Returns

The table below presents the monthly returns of FimiRetirementStocksPortfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.89%4.94%5.79%-3.18%-0.73%-1.25%3.67%2.21%0.93%13.53%
2023-0.48%-1.79%1.69%2.70%-8.13%4.58%3.76%-0.72%-3.21%-5.00%4.20%3.81%0.47%
20221.55%-0.52%5.49%0.98%-1.05%-6.09%6.84%-1.50%-5.48%13.48%6.03%-3.01%16.08%
2021-1.58%4.22%7.63%1.14%2.95%2.88%1.88%-0.45%-1.99%11.01%-2.19%6.41%35.82%
2020-5.19%-8.11%-11.67%14.23%5.66%0.77%1.00%5.63%-3.16%-2.03%12.53%1.83%8.56%
20193.10%5.30%4.64%0.23%-4.15%5.34%-0.55%4.38%1.44%0.73%4.48%2.22%30.22%
20186.17%-7.07%-3.52%1.40%4.12%2.51%3.19%3.34%2.48%-5.13%4.29%-6.47%4.20%
2017-1.51%1.62%0.61%0.60%-0.32%0.22%3.52%-1.59%5.57%-1.10%3.13%4.05%15.51%
2016-2.10%0.30%6.69%2.10%-0.05%2.86%1.77%-1.13%-0.35%-3.53%4.99%1.89%13.80%
2015-3.09%3.67%-1.28%0.94%0.13%-2.56%0.13%-5.57%-1.52%8.59%-1.09%0.05%-2.27%
2014-5.56%4.84%0.81%2.13%-0.18%1.62%-0.87%4.48%-0.19%4.38%4.91%-0.20%16.79%
20136.33%1.81%4.12%3.88%0.35%-0.79%5.50%-3.83%1.25%3.36%2.63%2.39%30.05%

Expense Ratio

FimiRetirementStocksPortfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FimiRetirementStocksPortfolio is 26, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FimiRetirementStocksPortfolio is 2626
Combined Rank
The Sharpe Ratio Rank of FimiRetirementStocksPortfolio is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of FimiRetirementStocksPortfolio is 3232Sortino Ratio Rank
The Omega Ratio Rank of FimiRetirementStocksPortfolio is 2424Omega Ratio Rank
The Calmar Ratio Rank of FimiRetirementStocksPortfolio is 3535Calmar Ratio Rank
The Martin Ratio Rank of FimiRetirementStocksPortfolio is 1717Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FimiRetirementStocksPortfolio
Sharpe ratio
The chart of Sharpe ratio for FimiRetirementStocksPortfolio, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Sortino ratio
The chart of Sortino ratio for FimiRetirementStocksPortfolio, currently valued at 3.54, compared to the broader market-2.000.002.004.006.003.54
Omega ratio
The chart of Omega ratio for FimiRetirementStocksPortfolio, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.802.001.42
Calmar ratio
The chart of Calmar ratio for FimiRetirementStocksPortfolio, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Martin ratio
The chart of Martin ratio for FimiRetirementStocksPortfolio, currently valued at 10.24, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADP
Automatic Data Processing, Inc.
2.473.271.441.8213.79
PG
The Procter & Gamble Company
1.101.571.211.946.78
ABBV
AbbVie Inc.
2.262.901.402.618.42
CVX
Chevron Corporation
0.390.661.080.331.23
LOW
Lowe's Companies, Inc.
2.072.891.361.815.92
PEP
PepsiCo, Inc.
0.520.861.100.511.85
MRK
Merck & Co., Inc.
0.180.371.060.170.45
TGT
Target Corporation
1.232.271.270.733.90
XOM
Exxon Mobil Corporation
0.771.201.140.803.04

Sharpe Ratio

The current FimiRetirementStocksPortfolio Sharpe ratio is 2.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of FimiRetirementStocksPortfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.36
3.43
FimiRetirementStocksPortfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FimiRetirementStocksPortfolio provided a 2.88% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
FimiRetirementStocksPortfolio2.88%2.99%2.63%2.89%3.55%3.00%3.29%2.90%2.98%3.12%2.62%2.64%
ADP
Automatic Data Processing, Inc.
1.94%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
PG
The Procter & Gamble Company
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
ABBV
AbbVie Inc.
3.27%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
CVX
Chevron Corporation
4.31%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
LOW
Lowe's Companies, Inc.
1.71%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
PEP
PepsiCo, Inc.
3.13%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
MRK
Merck & Co., Inc.
2.97%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
TGT
Target Corporation
2.99%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
XOM
Exxon Mobil Corporation
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.02%
-0.54%
FimiRetirementStocksPortfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FimiRetirementStocksPortfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FimiRetirementStocksPortfolio was 34.56%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current FimiRetirementStocksPortfolio drawdown is 4.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.56%Dec 30, 201958Mar 23, 2020107Aug 24, 2020165
-14.99%Jan 29, 201839Mar 23, 2018107Aug 24, 2018146
-14.78%Apr 21, 202241Jun 17, 202292Oct 28, 2022133
-14.53%Jan 9, 2015158Aug 25, 2015142Mar 18, 2016300
-13.62%Sep 24, 201864Dec 24, 201840Feb 22, 2019104

Volatility

Volatility Chart

The current FimiRetirementStocksPortfolio volatility is 2.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.41%
2.71%
FimiRetirementStocksPortfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TGTABBVMRKLOWXOMCVXPGPEPADP
TGT1.000.250.220.470.250.280.280.280.35
ABBV0.251.000.430.270.280.270.320.320.36
MRK0.220.431.000.240.270.280.380.380.37
LOW0.470.270.241.000.300.290.320.330.47
XOM0.250.280.270.301.000.820.220.230.35
CVX0.280.270.280.290.821.000.230.230.37
PG0.280.320.380.320.220.231.000.640.43
PEP0.280.320.380.330.230.230.641.000.47
ADP0.350.360.370.470.350.370.430.471.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2012